+123.4%
FE vs MKC
+25.8%
+97.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.6% |
| 7D | +1.2% | -3.0% | +4.2% | +2.3% |
| 30D | +4.5% | +4.8% | -0.3% | +2.5% |
| 3M | +1.3% | -12.8% | +14.2% | +6.0% |
| 6M | +8.7% | +5.0% | +3.6% | +5.6% |
| YTD | +9.2% | -29.1% | +38.3% | +22.1% |
| 1Y | +7.0% | -26.4% | +33.4% | +17.7% |
| 3Y | +51.4% | -21.6% | +73.0% | +58.4% |
| 5Y | +47.7% | -35.2% | +82.9% | +63.0% |
| All | +123.4% | +25.8% | +97.6% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling